An option trading strategy (specifically a calendar spread) which is constructed by selling a near-month straddle while buying a far-month...
It stands for convertible bond option; an option that gives the holder of a convertible bond for shares of common…
The right of the holders of a given local currency to dispose of their currency holdings in exchange for goods…
A capped option that constitutes a long call position in which a cap is placed on the maximum payout of…
A trading irregularity which constitutes an illegal practice where a group of investors takes an influential long position in futures,…
In the US, an interest rate swap in which the floating rate leg is referenced to the Cost of Funds…
A constant maturity credit default swap (CMCDS) in which the rate is capped at a specific level. This swap combines…
A KIKO option that enables currency traders to sell a specific currency at a fixed exchange rate against another currency…
A neutral option strategy (broadly a short butterfly) that is based on three legs involving selling a low strike call,…
A derivative in which the underlying is CO2 emission allowances (carbon credit or the so-called carbon emission certificates- EUA: European...